fawce 3ae02281da Fixed bugs in the sequence of dividend payment calculations. Previously, we were using midnight of the current trading day in market close. That meant that we were "rewinding" the clock, and then checking the ex_date and pay_date. As a result, we were delaying payments by one day. ...

With this patch, on the close of markets we "fast forward" to midnight of the
next trading day and calculate the dividend payments. This patch assumes that
the dividend dates are all at midnight UTC.

2013-02-15 22:52:38 -05:00

..

finance

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

Adjusts start date of test algo gen to account for market dates.

2013-01-31 13:20:11 -05:00

test_algorithm.py

Adds the ability to record variables.

2013-01-31 08:16:54 -05:00

test_exception_handling.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

test_finance.py

Exposes the list of trading days contained in a trading environment.

2013-01-01 13:01:49 -05:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

Fixed bugs in the sequence of dividend payment calculations. Previously, we were using midnight of the current trading day in market close. That meant that we were "rewinding" the clock, and then checking the ex_date and pay_date. As a result, we were delaying payments by one day.

2013-02-15 22:52:38 -05:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

test_risk.py

Add the information ratio to risk metrics.

2013-01-31 18:25:36 -05:00

test_sources.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00

test_tradingcalendar.py

Fixes for trading calendar holidays for weekend holidays.

2013-02-10 17:23:29 -05:00

test_transforms.py

Adds dividends to performance tracking.

2013-02-06 16:39:39 -05:00

test_utils.py

ENH: load_bars_from_yahoo provides OHLC. Based on Brian Cappello's code.

2013-02-12 13:26:13 -05:00